Density estimation: Difference between revisions
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In machine learning, density estimation is defined as an [[unsupervised learning]] technique. The purpose of density estimation is to infer the probability density function (PDF), from observations of a random variable.<ref name="dartmouth">[https://cs.dartmouth.edu/~wjarosz/publications/dissertation/appendixC.pdf Density estimation]</ref> It learns relations among attributes in the data.<ref name="people.cs.pitt">[http://people.cs.pitt.edu/~milos/courses/cs2750-Spring2012/Lectures/class3.pdf Density estimation]</ref> | In machine learning, density estimation is defined as an [[unsupervised learning]] technique. The purpose of density estimation is to infer the [[probability density function]] (PDF), from observations of a random variable.<ref name="dartmouth">[https://cs.dartmouth.edu/~wjarosz/publications/dissertation/appendixC.pdf Density estimation]</ref> It learns relations among attributes in the data.<ref name="people.cs.pitt">[http://people.cs.pitt.edu/~milos/courses/cs2750-Spring2012/Lectures/class3.pdf Density estimation]</ref> | ||
== Types == | == Types == | ||
Revision as of 21:47, 24 March 2020
In machine learning, density estimation is defined as an unsupervised learning technique. The purpose of density estimation is to infer the probability density function (PDF), from observations of a random variable.[1] It learns relations among attributes in the data.[2]
Types
- Parametric density estimation:
- Non-parametric density estimation:
Terminology
- Estimator
- Consistent estimator
- Unbiased estimator
- Parametric methods
- Non-parametric methods
- Explicit density estimation
- Implicit density estimation